| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
20,160 |
20,035 |
-125 |
-0.6% |
20,065 |
| High |
20,170 |
20,140 |
-30 |
-0.1% |
20,215 |
| Low |
20,040 |
19,995 |
-45 |
-0.2% |
20,025 |
| Close |
20,065 |
20,060 |
-5 |
0.0% |
20,065 |
| Range |
130 |
145 |
15 |
11.5% |
190 |
| ATR |
185 |
182 |
-3 |
-1.5% |
0 |
| Volume |
6,223 |
3,241 |
-2,982 |
-47.9% |
39,129 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,500 |
20,425 |
20,140 |
|
| R3 |
20,355 |
20,280 |
20,100 |
|
| R2 |
20,210 |
20,210 |
20,087 |
|
| R1 |
20,135 |
20,135 |
20,073 |
20,173 |
| PP |
20,065 |
20,065 |
20,065 |
20,084 |
| S1 |
19,990 |
19,990 |
20,047 |
20,028 |
| S2 |
19,920 |
19,920 |
20,034 |
|
| S3 |
19,775 |
19,845 |
20,020 |
|
| S4 |
19,630 |
19,700 |
19,980 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,672 |
20,558 |
20,170 |
|
| R3 |
20,482 |
20,368 |
20,117 |
|
| R2 |
20,292 |
20,292 |
20,100 |
|
| R1 |
20,178 |
20,178 |
20,083 |
20,160 |
| PP |
20,102 |
20,102 |
20,102 |
20,093 |
| S1 |
19,988 |
19,988 |
20,048 |
19,970 |
| S2 |
19,912 |
19,912 |
20,030 |
|
| S3 |
19,722 |
19,798 |
20,013 |
|
| S4 |
19,532 |
19,608 |
19,961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,215 |
19,995 |
220 |
1.1% |
135 |
0.7% |
30% |
False |
True |
6,464 |
| 10 |
20,230 |
19,870 |
360 |
1.8% |
175 |
0.9% |
53% |
False |
False |
9,322 |
| 20 |
20,320 |
19,870 |
450 |
2.2% |
186 |
0.9% |
42% |
False |
False |
9,151 |
| 40 |
20,320 |
19,535 |
785 |
3.9% |
185 |
0.9% |
67% |
False |
False |
7,824 |
| 60 |
20,320 |
18,620 |
1,700 |
8.5% |
186 |
0.9% |
85% |
False |
False |
5,228 |
| 80 |
20,320 |
18,290 |
2,030 |
10.1% |
185 |
0.9% |
87% |
False |
False |
3,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,756 |
|
2.618 |
20,520 |
|
1.618 |
20,375 |
|
1.000 |
20,285 |
|
0.618 |
20,230 |
|
HIGH |
20,140 |
|
0.618 |
20,085 |
|
0.500 |
20,068 |
|
0.382 |
20,051 |
|
LOW |
19,995 |
|
0.618 |
19,906 |
|
1.000 |
19,850 |
|
1.618 |
19,761 |
|
2.618 |
19,616 |
|
4.250 |
19,379 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,068 |
20,100 |
| PP |
20,065 |
20,087 |
| S1 |
20,063 |
20,073 |
|